On 16.05.2012 12:37, Andras Farkas wrote:
Dear R Expert
allow me to ask a quick qestion: I have a mean value of 6 and a SD of 3 describing my
distribution. I would like to "convert" this distribution into a log normal
distribution that would best describe it when resimulated using log normal distribution.
Currently I am using another software to estimate the respective mean and SD on the log
scale and the results are: 1.6667 and SD 0.47071. Then, to best reproduce my original
distribution in R, I use the following commands:
c<- rlnorm(5000,1.6667,0.47071)
d<- exp(c)
mean(c)
sd(c)
and the results for mean and SD are 5.92 and 2.94 (original 6 and 3),
respectively, which I am reasonably happy with. I would like to grow
independent of the another software I use, but am unable to figure out how to
generate the values of 1.6667 and 0.47071 using R. could someone please help me
with this question?
Just make use of a textbook:
meanlog <- log(6) - 0.5 * log(1 + 9/(6^2))
sdlog <- sqrt(log(1 + 9/(6^2)))
Uwe Ligges
thanks,
Andras
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